+195.5%
AMGN vs TSN
-4.9%
+200.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -13.7% | +3.0% | -16.7% | -14.3% |
| 30D | -8.8% | -4.2% | -4.6% | -8.1% |
| 3M | +7.2% | -3.9% | +11.1% | +7.8% |
| 6M | +1.3% | -9.8% | +11.1% | +2.8% |
| YTD | +17.6% | -7.3% | +24.9% | +18.7% |
| 1Y | +37.2% | -2.2% | +39.4% | +36.6% |
| 3Y | +57.7% | +11.9% | +45.9% | +52.5% |
| 5Y | +106.3% | -16.9% | +123.2% | +108.6% |
| All | +195.5% | -4.9% | +200.5% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling